Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-05 54.229411 60.281278 67.141734 75.587102 85.835952 98.050449 113.994644
2025-01-12 44.859221 52.284054 61.392483 73.688339 90.364797 113.052928 148.004383
2025-01-19 38.726085 46.354329 56.148181 70.130636 90.505586 120.900665 174.084813
2025-01-26 37.164377 45.745224 57.311563 74.886526 102.743478 149.392399 246.800706
2025-02-02 36.088671 45.519056 58.793795 80.165764 116.951097 186.570426 366.397692
2025-02-09 34.295057 44.024571 58.162160 81.943046 125.646112 217.486354 509.803176
2025-02-16 32.312806 42.024627 56.476709 81.621121 130.316631 242.188688 678.582428
2025-02-23 30.682475 40.373901 55.110162 81.562596 135.425464 270.865337 941.126137
2025-03-02 28.878621 38.306594 52.857809 79.558965 135.938104 287.802758 1214.844502
2025-03-09 27.363851 36.566046 50.966133 77.940694 136.915740 307.119583 1633.273807
2025-03-16 25.555560 34.257892 47.956979 73.849784 131.338395 302.563409 1815.624090
2025-03-23 25.121737 34.063074 48.445502 76.543041 142.654430 365.735341 4082.900091
2025-03-30 23.997819 32.773479 47.083727 75.642338 145.483625 403.066598 8982.827510
2025-04-06 22.803685 31.310375 45.325459 73.752740 145.394807 429.614474 24865.237944
2025-04-13 21.466453 29.540982 42.901964 70.190284 139.859547 425.397217 50412.791058
2025-04-20 21.450966 29.920617 44.306086 74.952673 159.851935 594.423608 NaN
2025-04-27 21.460533 30.336133 45.810243 80.239407 184.472036 893.600466 NaN
2025-05-04 21.021077 29.959289 45.796963 82.019278 198.350474 1187.639911 NaN
2025-05-11 20.375170 29.188806 44.966702 81.696882 204.370490 1438.495882 NaN
2025-05-18 19.804908 28.518736 44.279787 81.638271 211.621743 1804.957297 NaN
2025-05-25 19.071353 27.527770 42.896317 79.631732 209.956042 1981.662769 NaN
2025-06-01 18.424224 26.661977 41.710507 78.011142 209.581474 2231.675577 NaN
2025-06-08 17.563362 25.387841 39.649333 73.914493 196.946814 1986.701206 NaN